PIECEWISE DETERMINISTIC MARKOV PROCESSES AND APPLICATIONS
July , 1-7, 2019
Monday 1st of July
Chairman: Marc PEIGNÉ
9h-10h30 Florent MALRIEU
Lecture 1
10h30-11h00 Tea break
11h-11h40 LE Vi (VNU University of Science)
Reflected Brownian motion with a drift that depends on its local time
14h-15h30 Pierre-André ZITT
Lecture 2
15h30-16h00 Tea break
16h-16h40 PHAM Cong Dan (Viettel)
Excited random walk: differentiability, monotonicity of the speed and some open problems
Tuesday 2nd of July
Chairman: Jean-Stéphane DHERSIN
9h-10h30 Florent MALRIEU
Lecture 3
10h30-11h00 Tea break
11h-11h40 DANG Thi To Nhu (Thu University of Da Nang)
Parameter estimation through negative power variations
14h-15h30 Pierre-André ZITT
Lecture 4
15h30-16h00 Tea break
16h-16h40 PHAN Thanh Hong (Thang Long University)
Asymptotic dynamics of Young differential equations: a unified approach
Wednesday 3rd of July
Chairman: NGO Hoang Long
8h30-10h Florent MALRIEU
Lecture 5
10h30-11h00 Tea break
10h30-12h Pierre-André ZITT
Lecture 6
FREE AFTERNOON
Thursday 4th of July
Chairman: Jean-Stéphane DHERSIN
9h-10h30 Florent MALRIEU
Lecture 7
10h30-11h00 Tea break
11h-11h40 NGUYEN Thi Lan Huong (Hanoi National University of Education)
Robust Stabilization of Nonlinear Stochastic 2-D Systems: LaSalle-Type Theorem Approach
14h-15h30 Pierre-André ZITT
Lecture 8
15h30-16h00 Tea break
16h-16h40 KIEU Trung Thuy (Hanoi National University of Education)
Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with H\"older continuous diffusion coefficient
Friday 5th of July
Chairman: Marc PEIGNÉ
9h-10h30 Florent MALRIEU
Lecture 9
10h30-11h00
Tea break
11h- 11h40 LUONG Duc Trong (Hanoi National University of Education)
Semi-implicit Milstein approximation scheme for non-colliding particle systems
14h-15h30 Pierre-André ZITT
Lecturer 10
15h30-16h00 Tea break
16h-16h40 Jean-Stéphane DHERSIN (LAGA - Université Paris 13)
Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon